Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47466.34 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46071.49 Kr¶

PnL: ---------------------------------------> -817.08 Kr¶

DD now: ---------------------------------> -2.393 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:55:29.327048'

Anic Portfolio¶

Today¶

Return: -0.849 %¶

This Week¶

Return: -1.437 %¶

Total¶

Return: 55.393 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.050000 3140.800000 169.800000 5.720000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.240000 424.400000 69.400000 19.550000 355.000000
Corem Property Group B 59 -2.870000 638.970000 61.970000 10.740000 576.999999
HMS Networks 2 -0.390000 712.800000 39.800000 5.910000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.880000 260.400000 14.400000 5.850000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Resurs Holding 22 0.450000 586.300000 12.300000 2.140000 573.999998
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.520000 533.200000 6.200000 1.180000 527.000000
Essity B 2 -0.410000 577.600000 3.600000 0.630000 574.000000
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
AcadeMedia 12 0.690000 558.720000 1.720000 0.310000 557.000004
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Handelsbanken A 5 -1.840000 546.750000 0.750000 0.140000 546.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Swedbank A 3 -1.660000 560.700000 -3.300000 -0.590000 564.000000
Nordea Bank Abp 29 -1.200000 3449.260000 -4.740000 -0.140000 3453.999992
Securitas B 6 -0.530000 564.000000 -6.000000 -1.050000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Boozt 12 0.660000 1641.600000 -12.400000 -0.750000 1653.999996
CTEK 13 -0.630000 509.860000 -24.140000 -4.520000 533.999999
Vivesto 1368 -1.190000 546.930000 -66.070000 -10.780000 612.999432
International Petroleum Corp. 5 0.880000 517.000000 -77.570000 -13.050000 594.565215
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
SAAB B 8 -0.970000 3268.000000 -109.000000 -3.230000 3377.000000
OX2 18 -0.520000 1536.300000 -127.700000 -7.670000 1663.999992
Axfood 13 -0.040000 3577.600000 -178.400000 -4.750000 3756.000001
Fasadgruppen Group 35 -2.170000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46071.490000 -817.080000 -2.39266% 46888.564618

Updated:¶

'2023-01-13 15:55:41.820752'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶